Quantitative Risk Analyst

Posted 4 April by McGregor Boyall Associates Limited Easy Apply

Key responsibilities:

  • Contribute to the Market and Liquidity Risk framework
  • Analysis of the collateral and liquidity data
  • Risk Library: contribute to the development of the standardised collaborative tools
  • Pro-actively participate in the team and take lead on collateral and liquidity optimisation projects required for optimising revenue opportunities
  • Fixed income analysis on government and other securities and equities
  • The role will need to be key communication point notably between stakeholders, business teams across areas, and IT teams

Experience required:

  • Analytical background with good knowledge of statistics, econometrics, financial mathematics, stochastic calculus (preferably gained through a Masters' degree);
  • Strong conceptual and hands-on knowledge of risk management and risk modelling (both market risk and liquidity risk is a plus);
  • Hands-on experience with data handling: ability to extract, prepare, and structure data (Oracle, Bloomberg, Reuters);
  • Strong coding skills (R, Excel/VBA, SQL), and overall good IT skills e.g. follows best practices, robust solution designs; Git experience and Unix skills is an advantage);
  • Affinity with new technology and interest in Data Science/ machine learning is an advantage;
  • Self-driven, entrepreneurial with good problem solving skills;
  • Copes well in fast paced environment with changing priorities
  • Ability to work effectively on both an individual basis and as part of the wider team;
  • Effective communication and time management skills
  • Strong attention to detail

McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.

Reference: 34825775

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